Optimal rates and adaptation in the single-index model using aggregation

DOI10.1214/07-EJS077zbMath1320.62091arXivmath/0703706OpenAlexW2009689404MaRDI QIDQ2426817

Guillaume Lecué, Stéphane Gaïffas

Publication date: 14 May 2008

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703706

zbMATH Keywords

minimaxnonparametric regressionadaptationrandom designoracle inequalitysingle-index aggregation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

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